+243.9%
APLD vs STT
+143.4%
+100.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.6% |
| 7D | -6.3% | +1.1% | -7.5% | -6.8% |
| 30D | -29.6% | -1.9% | -27.7% | -27.6% |
| 3M | -42.6% | -7.6% | -35.0% | -38.0% |
| 6M | -59.6% | +16.0% | -75.5% | -63.5% |
| YTD | -32.0% | +36.2% | -68.2% | -46.3% |
| 1Y | -46.9% | +46.8% | -93.7% | -60.5% |
| 3Y | +255.7% | +177.8% | +77.9% | +52.8% |
| All | +243.9% | +143.4% | +100.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling